Combining market and accounting-based models for credit scoring using a classification scheme based on support vector machines

DOI10.1016/J.AMC.2014.02.028zbMATH Open1298.91178OpenAlexW3124238945MaRDI QIDQ470747FDOQ470747

Authors: Dimitrios Niklis, Michael Doumpos, Constantin Zopounidis 

Publication date: 13 November 2014

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2014.02.028

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zbMATH Keywords

support vector machinescredit ratingcredit riskBlack-Scholes-Merton model

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Numerical methods (including Monte Carlo methods) (91G60) Credit risk (91G40)

Cites Work

• The pricing of options and corporate liabilities
• Title not available (Why is that?)
• Title not available (Why is that?)
• Comprehensible credit scoring models using rule extraction from support vector machines
• Credit Scoring and Its Applications

Cited In (7)

• Enterprise credit risk portrait and evaluation from the perspective of the supply chain
• Developing and testing models for replicating credit ratings: A multicriteria approach
• Municipal creditworthiness modelling by kernel-based approaches with supervised and semi-supervised learning
• A new decision-making approach for multiple criteria sorting with an imbalanced set of assignment examples
• Measuring retail company performance using credit scoring techniques
• Using supervised kernel locality preserving projections to improve classifier performance on credit rating forecasting
• Model combination for credit risk assessment: a stacked generalization approach

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